You may first check if your .vnc file is OK or not.
Here is the procedure:
1. Open a CMD Prompt Window, and goto the folder of the vncviewer
2. Run this command:
ã€€ã€€vncviewer.exe -config Saved_Connection.vnc

Replace the "Saved_Connection.vnc" with the actual file name of your saved .vnc file.

If this works, the saved .vnc file is OK, then the problem should be the file assoication setting of Windows. Check this by:
1. Open the Windows Explorer, On the "Tools" menu, click "Folder Options".
2. The Folder Option Window will popup, on the "File Type" menu, find and select the VNC (VNCviewer Config File), the click the "Advance" button
3. Another windows (title is something like "Editing File Type") popup, click the "Edit ..." button.
4. Yet a new window popup, this is the File Association setting. The following is the capture of my computer (It is Chinese, but should be similar to windows of English version). The setting should be:
"Path....\vncviewer.exe" -config "%1"